Independence of Four Projective Criteria for the Weak Invariance Principle

Rates of convergence in the strong invariance principle under projective criteria

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our results apply to a large variety of examples, including mixing processes of different kinds. We present some applications to symmetric random walks on the circle, to functions of dependent sequences, and to a reversible Markov chain.

A noncommutative De Finetti theorem for boolean independence

We introduce a family of quantum semigroups and their natural coactions on noncommutative polynomials. We present three invariance conditions, associated with these coactions, for the joint distribution of sequences of selfadjoint noncommutative random variables. For one of the invariance conditions, we prove that the joint distribution of an infinite sequence of noncommutative random variables satisfies it is equivalent to the fact that the sequence of the random variables are identically distributed and boolean independent with respect to the conditional expectation onto its tail algebra. Th…

关于交换滤子随机场在L1-投影准则下的弱不变原理

On the weak invariance principle for random fields with commuting filtrations under L1-projective criteria

本文针对交换滤子随机场，在L1-投影准则下给出中心极限定理与弱不变原理的充分条件，通过截断正交鞅近似及新极大不等式证明，并应用于线性场与m-环面自同态。

A quenched weak invariance principle

In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and non irreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, a theory which has interest in itself.

Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the non hyperbolic case. In this context, we give a large class of unbounded functions f from the d-dimensional torus to R, for which the partial sum foT+ foT^2 + ... + foT^n satisfies a strong invariance principle with an explicit rate of convergence.

Invariance principle for stochastic processes with short memory

In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion are considered as applications. In particular, we treat the weak invariance principle for partial sums of linear processes with short memory. We prove that whenever the partial sums of innovations satisfy the $L_p$--invariance principle, then so does the partial sums of its corresponding linear process.